| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
2,600.6 |
2,609.7 |
9.1 |
0.3% |
2,668.0 |
| High |
2,640.9 |
2,653.8 |
12.9 |
0.5% |
2,683.4 |
| Low |
2,596.7 |
2,603.7 |
7.0 |
0.3% |
2,596.7 |
| Close |
2,608.1 |
2,645.1 |
37.0 |
1.4% |
2,645.1 |
| Range |
44.2 |
50.1 |
5.9 |
13.3% |
86.7 |
| ATR |
43.5 |
44.0 |
0.5 |
1.1% |
0.0 |
| Volume |
191,587 |
144,129 |
-47,458 |
-24.8% |
755,099 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.5 |
2,764.9 |
2,672.7 |
|
| R3 |
2,734.4 |
2,714.8 |
2,658.9 |
|
| R2 |
2,684.3 |
2,684.3 |
2,654.3 |
|
| R1 |
2,664.7 |
2,664.7 |
2,649.7 |
2,674.5 |
| PP |
2,634.2 |
2,634.2 |
2,634.2 |
2,639.1 |
| S1 |
2,614.6 |
2,614.6 |
2,640.5 |
2,624.4 |
| S2 |
2,584.1 |
2,584.1 |
2,635.9 |
|
| S3 |
2,534.0 |
2,564.5 |
2,631.3 |
|
| S4 |
2,483.9 |
2,514.4 |
2,617.5 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.8 |
2,860.2 |
2,692.8 |
|
| R3 |
2,815.1 |
2,773.5 |
2,668.9 |
|
| R2 |
2,728.4 |
2,728.4 |
2,661.0 |
|
| R1 |
2,686.8 |
2,686.8 |
2,653.0 |
2,664.3 |
| PP |
2,641.7 |
2,641.7 |
2,641.7 |
2,630.5 |
| S1 |
2,600.1 |
2,600.1 |
2,637.2 |
2,577.6 |
| S2 |
2,555.0 |
2,555.0 |
2,629.2 |
|
| S3 |
2,468.3 |
2,513.4 |
2,621.3 |
|
| S4 |
2,381.6 |
2,426.7 |
2,597.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,683.4 |
2,596.7 |
86.7 |
3.3% |
43.1 |
1.6% |
56% |
False |
False |
151,019 |
| 10 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
46.5 |
1.8% |
29% |
False |
False |
178,189 |
| 20 |
2,761.3 |
2,596.7 |
164.6 |
6.2% |
44.3 |
1.7% |
29% |
False |
False |
165,296 |
| 40 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
42.1 |
1.6% |
31% |
False |
False |
103,085 |
| 60 |
2,826.3 |
2,565.0 |
261.3 |
9.9% |
38.4 |
1.4% |
31% |
False |
False |
71,889 |
| 80 |
2,826.3 |
2,525.4 |
300.9 |
11.4% |
36.6 |
1.4% |
40% |
False |
False |
55,005 |
| 100 |
2,826.3 |
2,424.7 |
401.6 |
15.2% |
36.9 |
1.4% |
55% |
False |
False |
44,480 |
| 120 |
2,826.3 |
2,407.2 |
419.1 |
15.8% |
36.5 |
1.4% |
57% |
False |
False |
37,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.7 |
|
2.618 |
2,785.0 |
|
1.618 |
2,734.9 |
|
1.000 |
2,703.9 |
|
0.618 |
2,684.8 |
|
HIGH |
2,653.8 |
|
0.618 |
2,634.7 |
|
0.500 |
2,628.8 |
|
0.382 |
2,622.8 |
|
LOW |
2,603.7 |
|
0.618 |
2,572.7 |
|
1.000 |
2,553.6 |
|
1.618 |
2,522.6 |
|
2.618 |
2,472.5 |
|
4.250 |
2,390.8 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.7 |
2,640.8 |
| PP |
2,634.2 |
2,636.5 |
| S1 |
2,628.8 |
2,632.2 |
|